9 results on '"Theissen, Erik"'
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2. Earnings Autocorrelation and the Post-Earnings-Announcement Drift: Experimental Evidence.
- Author
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Fink, Josef, Palan, Stefan, and Theissen, Erik
- Subjects
EARNINGS announcements ,FINANCIAL markets ,FINANCIAL equilibrium (Economics) ,STOCK prices ,EARNINGS forecasting ,AUTOCORRELATION (Statistics) ,RATE of return on stocks - Abstract
Post-earnings-announcement drift (PEAD) is one of the most solidly documented asset pricing anomalies. We use the controlled conditions of the experimental lab to investigate whether earnings autocorrelation is the driving cause of this anomaly. We observe PEAD in settings with uncorrelated and correlated earnings surprises, confirming that earnings autocorrelation is not a necessary condition for PEAD. Instead, it acts as an accelerator: PEAD is stronger when earnings surprises are correlated. We further show that market prices underadjust to fundamental value changes, and that trading strategies can profitably exploit the PEAD. [ABSTRACT FROM AUTHOR]
- Published
- 2024
- Full Text
- View/download PDF
3. Trading frictions and the Post-earnings-announcement drift
- Author
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Fink, Josef, Palan, Stefan, and Theissen, Erik
- Published
- 2024
- Full Text
- View/download PDF
4. Do design features explain the volatility of cryptocurrencies?
- Author
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Eska, Fabian E., Shi, Yanghua, Theissen, Erik, and Uhrig-Homburg, Marliese
- Published
- 2024
- Full Text
- View/download PDF
5. Nonstandard Errors
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MENKVELD, ALBERT J., primary, DREBER, ANNA, additional, HOLZMEISTER, FELIX, additional, HUBER, JUERGEN, additional, JOHANNESSON, MAGNUS, additional, KIRCHLER, MICHAEL, additional, NEUSÜß, SEBASTIAN, additional, RAZEN, MICHAEL, additional, WEITZEL, UTZ, additional, ABAD‐DÍAZ, DAVID, additional, ABUDY, MENACHEM (MENI), additional, ADRIAN, TOBIAS, additional, AIT‐SAHALIA, YACINE, additional, AKMANSOY, OLIVIER, additional, ALCOCK, JAMIE T., additional, ALEXEEV, VITALI, additional, ALOOSH, ARASH, additional, AMATO, LIVIA, additional, AMAYA, DIEGO, additional, ANGEL, JAMES J., additional, AVETIKIAN, ALEJANDRO T., additional, BACH, AMADEUS, additional, BAIDOO, EDWIN, additional, BAKALLI, GAETAN, additional, BAO, LI, additional, BARBON, ANDREA, additional, BASHCHENKO, OKSANA, additional, BINDRA, PARAMPREET C., additional, BJØNNES, GEIR H., additional, BLACK, JEFFREY R., additional, BLACK, BERNARD S., additional, BOGOEV, DIMITAR, additional, CORREA, SANTIAGO BOHORQUEZ, additional, BONDARENKO, OLEG, additional, BOS, CHARLES S., additional, BOSCH‐ROSA, CIRIL, additional, BOURI, ELIE, additional, BROWNLEES, CHRISTIAN, additional, CALAMIA, ANNA, additional, CAO, VIET NGA, additional, CAPELLE‐BLANCARD, GUNTHER, additional, ROMERO, LAURA M. CAPERA, additional, CAPORIN, MASSIMILIANO, additional, CARRION, ALLEN, additional, CASKURLU, TOLGA, additional, CHAKRABARTY, BIDISHA, additional, CHEN, JIAN, additional, CHERNOV, MIKHAIL, additional, CHEUNG, WILLIAM, additional, CHINCARINI, LUDWIG B., additional, CHORDIA, TARUN, additional, CHOW, SHEUNG‐CHI, additional, CLAPHAM, BENJAMIN, additional, COLLIARD, JEAN‐EDOUARD, additional, COMERTON‐FORDE, CAROLE, additional, CURRAN, EDWARD, additional, DAO, THONG, additional, DARE, WALE, additional, DAVIES, RYAN J., additional, BLASIS, RICCARDO DE, additional, NARD, GIANLUCA F. DE, additional, DECLERCK, FANY, additional, DEEV, OLEG, additional, DEGRYSE, HANS, additional, DEKU, SOLOMON Y., additional, DESAGRE, CHRISTOPHE, additional, DIJK, MATHIJS A. VAN, additional, DIM, CHUKWUMA, additional, DIMPFL, THOMAS, additional, DONG, YUN JIANG, additional, DRUMMOND, PHILIP A., additional, DUDDA, TOM, additional, DUEVSKI, TEODOR, additional, DUMITRESCU, ARIADNA, additional, DYAKOV, TEODOR, additional, DYHRBERG, ANNE HAUBO, additional, DZIELIŃSKI, MICHAŁ, additional, EKSI, ASLI, additional, KALAK, IZIDIN EL, additional, ELLEN, SASKIA TER, additional, EUGSTER, NICOLAS, additional, EVANS, MARTIN D. D., additional, FARRELL, MICHAEL, additional, FELEZ‐VINAS, ESTER, additional, FERRARA, GERARDO, additional, FERROUHI, EL MEHDI, additional, FLORI, ANDREA, additional, FLUHARTY‐JAIDEE, JONATHAN T., additional, FOLEY, SEAN D. V., additional, FONG, KINGSLEY Y. L., additional, FOUCAULT, THIERRY, additional, FRANUS, TATIANA, additional, FRANZONI, FRANCESCO, additional, FRIJNS, BART, additional, FRÖMMEL, MICHAEL, additional, FU, SERVANNA M., additional, FÜLLBRUNN, SASCHA C., additional, GAN, BAOQING, additional, GAO, GE, additional, GEHRIG, THOMAS P., additional, GEMAYEL, ROLAND, additional, GERRITSEN, DIRK, additional, GIL‐BAZO, JAVIER, additional, GILDER, DUDLEY, additional, GLOSTEN, LAWRENCE R., additional, GOMEZ, THOMAS, additional, GORBENKO, ARSENY, additional, GRAMMIG, JOACHIM, additional, GRÉGOIRE, VINCENT, additional, GÜÇBILMEZ, UFUK, additional, HAGSTRÖMER, BJÖRN, additional, HAMBUCKERS, JULIEN, additional, HAPNES, ERIK, additional, HARRIS, JEFFREY H., additional, HARRIS, LAWRENCE, additional, HARTMANN, SIMON, additional, HASSE, JEAN‐BAPTISTE, additional, HAUTSCH, NIKOLAUS, additional, HE, XUE‐ZHONG (TONY), additional, HEATH, DAVIDSON, additional, HEDIGER, SIMON, additional, HENDERSHOTT, TERRENCE, additional, HIBBERT, ANN MARIE, additional, HJALMARSSON, ERIK, additional, HOELSCHER, SETH A., additional, HOFFMANN, PETER, additional, HOLDEN, CRAIG W., additional, HORENSTEIN, ALEX R., additional, HUANG, WENQIAN, additional, HUANG, DA, additional, HURLIN, CHRISTOPHE, additional, ILCZUK, KONRAD, additional, IVASHCHENKO, ALEXEY, additional, IYER, SUBRAMANIAN R., additional, JAHANSHAHLOO, HOSSEIN, additional, JALKH, NAJI, additional, JONES, CHARLES M., additional, JURKATIS, SIMON, additional, JYLHÄ, PETRI, additional, KAECK, ANDREAS T., additional, KAISER, GABRIEL, additional, KARAM, ARZÉ, additional, KARMAZIENE, EGLE, additional, KASSNER, BERNHARD, additional, KAUSTIA, MARKKU, additional, KAZAK, EKATERINA, additional, KEARNEY, FEARGHAL, additional, KERVEL, VINCENT VAN, additional, KHAN, SAAD A., additional, KHOMYN, MARTA K., additional, KLEIN, TONY, additional, KLEIN, OLGA, additional, KLOS, ALEXANDER, additional, KOETTER, MICHAEL, additional, KOLOKOLOV, ALEKSEY, additional, KORAJCZYK, ROBERT A., additional, KOZHAN, ROMAN, additional, KRAHNEN, JAN P., additional, KUHLE, PAUL, additional, KWAN, AMY, additional, LAJAUNIE, QUENTIN, additional, LAM, F. Y. ERIC C., additional, LAMBERT, MARIE, additional, LANGLOIS, HUGUES, additional, LAUSEN, JENS, additional, LAUTER, TOBIAS, additional, LEIPPOLD, MARKUS, additional, LEVIN, VLADIMIR, additional, LI, YIJIE, additional, LI, HUI, additional, LIEW, CHEE YOONG, additional, LINDNER, THOMAS, additional, LINTON, OLIVER, additional, LIU, JIACHENG, additional, LIU, ANQI, additional, LLORENTE, GUILLERMO, additional, LOF, MATTHIJS, additional, LOHR, ARIEL, additional, LONGSTAFF, FRANCIS, additional, LOPEZ‐LIRA, ALEJANDRO, additional, MANKAD, SHAWN, additional, MANO, NICOLA, additional, MARCHAL, ALEXIS, additional, MARTINEAU, CHARLES, additional, MAZZOLA, FRANCESCO, additional, MELOSO, DEBRAH, additional, MI, MICHAEL G., additional, MIHET, ROXANA, additional, MOHAN, VIJAY, additional, MOINAS, SOPHIE, additional, MOORE, DAVID, additional, MU, LIANGYI, additional, MURAVYEV, DMITRIY, additional, MURPHY, DERMOT, additional, NESZVEDA, GABOR, additional, NEUMEIER, CHRISTIAN, additional, NIELSSON, ULF, additional, NIMALENDRAN, MAHENDRARAJAH, additional, NOLTE, SVEN, additional, NORDEN, LARS L., additional, O'NEILL, PETER, additional, OBAID, KHALED, additional, ØDEGAARD, BERNT A., additional, ÖSTBERG, PER, additional, PAGNOTTA, EMILIANO, additional, PAINTER, MARCUS, additional, PALAN, STEFAN, additional, PALIT, IMON J., additional, PARK, ANDREAS, additional, PASCUAL, ROBERTO, additional, PASQUARIELLO, PAOLO, additional, PASTOR, LUBOS, additional, PATEL, VINAY, additional, PATTON, ANDREW J., additional, PEARSON, NEIL D., additional, PELIZZON, LORIANA, additional, PELLI, MICHELE, additional, PELSTER, MATTHIAS, additional, PÉRIGNON, CHRISTOPHE, additional, PFIFFER, CAMERON, additional, PHILIP, RICHARD, additional, PLÍHAL, TOMÁŠ, additional, PRAKASH, PUNEET, additional, PRESS, OLIVER‐ALEXANDER, additional, PRODROMOU, TINA, additional, PROKOPCZUK, MARCEL, additional, PUTNINS, TALIS, additional, QIAN, YA, additional, RAIZADA, GAURAV, additional, RAKOWSKI, DAVID, additional, RANALDO, ANGELO, additional, REGIS, LUCA, additional, REITZ, STEFAN, additional, RENAULT, THOMAS, additional, RENJIE, REX W., additional, RENO, ROBERTO, additional, RIDDIOUGH, STEVEN J., additional, RINNE, KALLE, additional, RINTAMÄKI, PAUL, additional, RIORDAN, RYAN, additional, RITTMANNSBERGER, THOMAS, additional, LONGARELA, IÑAKI RODRÍGUEZ, additional, ROESCH, DOMINIK, additional, ROGNONE, LAVINIA, additional, ROSEMAN, BRIAN, additional, ROŞU, IOANID, additional, ROY, SAURABH, additional, RUDOLF, NICOLAS, additional, RUSH, STEPHEN R., additional, RZAYEV, KHALADDIN, additional, RZEŹNIK, ALEKSANDRA A., additional, SANFORD, ANTHONY, additional, SANKARAN, HARIKUMAR, additional, SARKAR, ASANI, additional, SARNO, LUCIO, additional, SCAILLET, OLIVIER, additional, SCHARNOWSKI, STEFAN, additional, SCHENK‐HOPPÉ, KLAUS R., additional, SCHERTLER, ANDREA, additional, SCHNEIDER, MICHAEL, additional, SCHROEDER, FLORIAN, additional, SCHÜRHOFF, NORMAN, additional, SCHUSTER, PHILIPP, additional, SCHWARZ, MARCO A., additional, SEASHOLES, MARK S., additional, SEEGER, NORMAN J., additional, SHACHAR, OR, additional, SHKILKO, ANDRIY, additional, SHUI, JESSICA, additional, SIKIC, MARIO, additional, SIMION, GIORGIA, additional, SMALES, LEE A., additional, SÖDERLIND, PAUL, additional, SOJLI, ELVIRA, additional, SOKOLOV, KONSTANTIN, additional, SÖNKSEN, JANTJE, additional, SPOKEVICIUTE, LAIMA, additional, STEFANOVA, DENITSA, additional, SUBRAHMANYAM, MARTI G., additional, SZASZI, BARNABAS, additional, TALAVERA, OLEKSANDR, additional, TANG, YUEHUA, additional, TAYLOR, NICK, additional, THAM, WING WAH, additional, THEISSEN, ERIK, additional, THIMME, JULIAN, additional, TONKS, IAN, additional, TRAN, HAI, additional, TRAPIN, LUCA, additional, TROLLE, ANDERS B., additional, VADUVA, M. ANDREEA, additional, VALENTE, GIORGIO, additional, NESS, ROBERT A. VAN, additional, VASQUEZ, AURELIO, additional, VEROUSIS, THANOS, additional, VERWIJMEREN, PATRICK, additional, VILHELMSSON, ANDERS, additional, VILKOV, GRIGORY, additional, VLADIMIROV, VLADIMIR, additional, VOGEL, SEBASTIAN, additional, VOIGT, STEFAN, additional, WAGNER, WOLF, additional, WALTHER, THOMAS, additional, WEISS, PATRICK, additional, WEL, MICHEL VAN DER, additional, WERNER, INGRID M., additional, WESTERHOLM, P. JOAKIM, additional, WESTHEIDE, CHRISTIAN, additional, WIKA, HANS C., additional, WIPPLINGER, EVERT, additional, WOLF, MICHAEL, additional, WOLFF, CHRISTIAN C. P., additional, WOLK, LEONARD, additional, WONG, WING‐KEUNG, additional, WRAMPELMEYER, JAN, additional, WU, ZHEN‐XING, additional, XIA, SHUO, additional, XIU, DACHENG, additional, XU, KE, additional, XU, CAIHONG, additional, YADAV, PRADEEP K., additional, YAGÜE, JOSÉ, additional, YAN, CHENG, additional, YANG, ANTTI, additional, YOO, WOONGSUN, additional, YU, WENJIA, additional, YU, YIHE, additional, YU, SHIHAO, additional, YUESHEN, BART Z., additional, YUFEROVA, DARYA, additional, ZAMOJSKI, MARCIN, additional, ZAREEI, ABALFAZL, additional, ZEISBERGER, STEFAN M., additional, ZHANG, LU, additional, ZHANG, S. SARAH, additional, ZHANG, XIAOYU, additional, ZHAO, LU, additional, ZHONG, ZHUO, additional, ZHOU, Z. IVY, additional, ZHOU, CHEN, additional, ZHU, XINGYU S., additional, ZOICAN, MARIUS, additional, and ZWINKELS, REMCO, additional
- Published
- 2024
- Full Text
- View/download PDF
6. Non-Standard Errors
- Author
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Menkveld, Albert J., Abudy, Menachem (Meni), Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, Adrian, Tobias, He, Xue-Zhong 'Tony', Heath, Davidson, Hediger, Simon, Hendershott, Terrence J., Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Ait-Sahalia, Yacine, Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Akmansoy, Olivier, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, van Kervel, Vincent, Khan, Saad, Alcock, Jamie, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Alexeev, Vitali, Lajaunie, Quentin, Lam, Full Yet Eric Campbell, Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, (Michael) Hui, Aloosh, Arash, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver B., Liu, Jiacheng, Liu, Anqi, Llorente-Alvarez, Jesus-Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Amato, Livia, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah C, Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Amaya, Diego, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Nordén, Lars L., O'Neill, Peter, Angel, James J., Obaid, Khaled, Ødegaard, Bernt Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual Gascó, Roberto, Pasquariello, Paolo, Pastor, Lubos, Dreber, Anna, Bach, Amadeus, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Baidoo, Edwin, Press, Oliver-Alexander, Prodromou, Tina, Putnins, Talis J., Raizada, Gaurav, Rakowski, David A., Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Wang, Renjie, Bakalli, Gaetan, Renò, Roberto, Riddiough, Steven, Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Rösch, Dominik, Rognone, Lavinia, Roseman, Brian, Barbon, Andrea, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Bashchenko, Oksana, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Bindra, Parampreet Christopher, Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Bjonnes, Geir Hoidal, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Black, Jeffrey R., Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Black, Bernard S., Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Bohorquez, Santiago, Westerholm, P. Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Holzmeister, Felix, Bondarenko, Oleg, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Bos, Charles S., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Lu, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu, Bosch-Rosa, Ciril, Zoican, Marius, Zwinkels, Remco C.J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Bouri, Elie, Sönksen, Jantje, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Brownlees, Christian T., Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, Wu, Zhen-Xing, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Huber, Juergen, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William Ming Yan, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Johanneson, Magnus, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca, Declerck, Fany, Deev, Oleg, Degryse, Hans, Kirchler, Michael, Deku, Solomon, Desagre, Christophe, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Razen, Michael, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Weitzel, Utz, FERROUHI, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco A., Frijns, Bart, Frömmel, Michael, Abad, David, Fu, Servanna Mianjun, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, Van Dijk, Matthijs A., Menkveld, Albert J., Abudy, Menachem (Meni), Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, Adrian, Tobias, He, Xue-Zhong 'Tony', Heath, Davidson, Hediger, Simon, Hendershott, Terrence J., Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Ait-Sahalia, Yacine, Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Akmansoy, Olivier, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, van Kervel, Vincent, Khan, Saad, Alcock, Jamie, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Alexeev, Vitali, Lajaunie, Quentin, Lam, Full Yet Eric Campbell, Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, (Michael) Hui, Aloosh, Arash, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver B., Liu, Jiacheng, Liu, Anqi, Llorente-Alvarez, Jesus-Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Amato, Livia, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah C, Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Amaya, Diego, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Nordén, Lars L., O'Neill, Peter, Angel, James J., Obaid, Khaled, Ødegaard, Bernt Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual Gascó, Roberto, Pasquariello, Paolo, Pastor, Lubos, Dreber, Anna, Bach, Amadeus, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Baidoo, Edwin, Press, Oliver-Alexander, Prodromou, Tina, Putnins, Talis J., Raizada, Gaurav, Rakowski, David A., Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Wang, Renjie, Bakalli, Gaetan, Renò, Roberto, Riddiough, Steven, Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Rösch, Dominik, Rognone, Lavinia, Roseman, Brian, Barbon, Andrea, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Bashchenko, Oksana, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Bindra, Parampreet Christopher, Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Bjonnes, Geir Hoidal, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Black, Jeffrey R., Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Black, Bernard S., Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Bohorquez, Santiago, Westerholm, P. Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Holzmeister, Felix, Bondarenko, Oleg, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Bos, Charles S., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Lu, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu, Bosch-Rosa, Ciril, Zoican, Marius, Zwinkels, Remco C.J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Bouri, Elie, Sönksen, Jantje, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Brownlees, Christian T., Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, Wu, Zhen-Xing, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Huber, Juergen, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William Ming Yan, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Johanneson, Magnus, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca, Declerck, Fany, Deev, Oleg, Degryse, Hans, Kirchler, Michael, Deku, Solomon, Desagre, Christophe, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Razen, Michael, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Weitzel, Utz, FERROUHI, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco A., Frijns, Bart, Frömmel, Michael, Abad, David, Fu, Servanna Mianjun, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, and Van Dijk, Matthijs A.
- Abstract
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty—nonstandard errors (NSEs). We study NSEs by letting 164 teams test the same hypotheses on the same data. NSEs turn out to be sizable, but smaller for more reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants.
- Published
- 2024
7. Nonstandard Errors
- Author
-
Universidad de Alicante. Departamento de Economía Financiera y Contabilidad, Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neusüß, Sebastian, Razen, Michael, Weitzel, Utz, Abad, David, Abudy, Menachem (Meni), Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie T., Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James J., Avetikian, Alejandro T., Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Bao, Li, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet C., Bjønnes, Geir H., Black, Jeffrey R., Black, Bernard S., Bogoev, Dimitar, Bohorquez Correa, Santiago, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera Romero, Laura M., Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chen, Jian, Chernov, Mikhail, Cheung, William, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung-Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca F., Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon Y., Desagre, Christophe, Van Dijk, Mathijs A., Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip A., Dudda, Tom, Duevski, Teodor, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, Ellen, Saskia Ter, Eugster, Nicolas, Evans, Martin D. D., Farrell, Michael, Felez-Vinas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan T., Foley, Sean D. V., Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frömmel, Michael, Fu, Servanna M., Füllbrunn, Sascha C., Gan, Baoqing, Gao, Ge, Gehrig, Thomas P., Gemayel, Roland, Gerritsen, Dirk, Gil-Bazo, Javier, Gilder, Dudley, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Grammig, Joachim, Grégoire, Vincent, Güçbilmez, Ufuk, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, He, Xue-Zhong (Tony), Heath, Davidson, Hediger, Simon, Hendershott, Terrence, Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth A., Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ilczuk, Konrad, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylhä, Petri, Kaeck, Andreas T., Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, Van Kervel, Vincent, Khan, Saad A., Khomyn, Marta K., Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Krahnen, Jan P., Kuhle, Paul, Kwan, Amy, Lajaunie, Quentin, Lam, F. Y. Eric C., Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, Hui, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver, Liu, Jiacheng, Liu, Anqi, Llorente, Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis, Lopez-Lira, Alejandro, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah, Mi, Michael G., Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Norden, Lars L., O'neill, Peter, Obaid, Khaled, Ødegaard, Bernt A., Östberg, Per, Pagnotta, Emiliano, Painter, Marcus, Palan, Stefan, Palit, Imon J., Park, Andreas, Pascual, Roberto, Pasquariello, Paolo, Pastor, Lubos, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelli, Michele, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Press, Oliver-Alexander, Prodromou, Tina, Prokopczuk, Marcel, Putnins, Talis, Qian, Ya, Raizada, Gaurav, Rakowski, David, Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Renjie, Rex W., Reno, Roberto, Riddiough, Steven J., Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Roesch, Dominik, Rognone, Lavinia, Roseman, Brian, Roşu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen R., Rzayev, Khaladdin, Rzeźnik, Aleksandra A., Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus R., Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Seeger, Norman J., Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Sönksen, Jantje, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nick, Tham, Wing Wah, Theissen, Erik, Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Vaduva, M. Andreea, Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, Van Der Wel, Michel, Werner, Ingrid M., Westerholm, P. Joakim, Westheide, Christian, Wika, Hans C., Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Wu, Zhen-Xing, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Yihe, Yu, Shihao, Yueshen, Bart Z., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan M., Zhang, Lu, Zhang, S. Sarah, Zhang, Xiaoyu, Zhao, Lu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu S., Zoican, Marius, Zwinkels, Remco, Universidad de Alicante. Departamento de Economía Financiera y Contabilidad, Menkveld, Albert J., Dreber, Anna, Holzmeister, Felix, Huber, Juergen, Johannesson, Magnus, Kirchler, Michael, Neusüß, Sebastian, Razen, Michael, Weitzel, Utz, Abad, David, Abudy, Menachem (Meni), Adrian, Tobias, Ait-Sahalia, Yacine, Akmansoy, Olivier, Alcock, Jamie T., Alexeev, Vitali, Aloosh, Arash, Amato, Livia, Amaya, Diego, Angel, James J., Avetikian, Alejandro T., Bach, Amadeus, Baidoo, Edwin, Bakalli, Gaetan, Bao, Li, Barbon, Andrea, Bashchenko, Oksana, Bindra, Parampreet C., Bjønnes, Geir H., Black, Jeffrey R., Black, Bernard S., Bogoev, Dimitar, Bohorquez Correa, Santiago, Bondarenko, Oleg, Bos, Charles S., Bosch-Rosa, Ciril, Bouri, Elie, Brownlees, Christian, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera Romero, Laura M., Caporin, Massimiliano, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chen, Jian, Chernov, Mikhail, Cheung, William, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung-Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca F., Declerck, Fany, Deev, Oleg, Degryse, Hans, Deku, Solomon Y., Desagre, Christophe, Van Dijk, Mathijs A., Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip A., Dudda, Tom, Duevski, Teodor, Dumitrescu, Ariadna, Dyakov, Teodor, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, Ellen, Saskia Ter, Eugster, Nicolas, Evans, Martin D. D., Farrell, Michael, Felez-Vinas, Ester, Ferrara, Gerardo, Ferrouhi, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan T., Foley, Sean D. V., Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco, Frijns, Bart, Frömmel, Michael, Fu, Servanna M., Füllbrunn, Sascha C., Gan, Baoqing, Gao, Ge, Gehrig, Thomas P., Gemayel, Roland, Gerritsen, Dirk, Gil-Bazo, Javier, Gilder, Dudley, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Grammig, Joachim, Grégoire, Vincent, Güçbilmez, Ufuk, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, He, Xue-Zhong (Tony), Heath, Davidson, Hediger, Simon, Hendershott, Terrence, Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth A., Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ilczuk, Konrad, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylhä, Petri, Kaeck, Andreas T., Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, Van Kervel, Vincent, Khan, Saad A., Khomyn, Marta K., Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Krahnen, Jan P., Kuhle, Paul, Kwan, Amy, Lajaunie, Quentin, Lam, F. Y. Eric C., Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, Hui, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver, Liu, Jiacheng, Liu, Anqi, Llorente, Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis, Lopez-Lira, Alejandro, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah, Mi, Michael G., Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Norden, Lars L., O'neill, Peter, Obaid, Khaled, Ødegaard, Bernt A., Östberg, Per, Pagnotta, Emiliano, Painter, Marcus, Palan, Stefan, Palit, Imon J., Park, Andreas, Pascual, Roberto, Pasquariello, Paolo, Pastor, Lubos, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelli, Michele, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Press, Oliver-Alexander, Prodromou, Tina, Prokopczuk, Marcel, Putnins, Talis, Qian, Ya, Raizada, Gaurav, Rakowski, David, Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Renjie, Rex W., Reno, Roberto, Riddiough, Steven J., Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Roesch, Dominik, Rognone, Lavinia, Roseman, Brian, Roşu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen R., Rzayev, Khaladdin, Rzeźnik, Aleksandra A., Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus R., Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Seeger, Norman J., Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Sönksen, Jantje, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nick, Tham, Wing Wah, Theissen, Erik, Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Vaduva, M. Andreea, Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, Van Der Wel, Michel, Werner, Ingrid M., Westerholm, P. Joakim, Westheide, Christian, Wika, Hans C., Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Wu, Zhen-Xing, Xia, Shuo, Xiu, Dacheng, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Yihe, Yu, Shihao, Yueshen, Bart Z., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan M., Zhang, Lu, Zhang, S. Sarah, Zhang, Xiaoyu, Zhao, Lu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu S., Zoican, Marius, and Zwinkels, Remco
- Abstract
In statistics, samples are drawn from a population in a data-generating process (DGP). Standard errors measure the uncertainty in estimates of population parameters. In science, evidence is generated to test hypotheses in an evidence-generating process (EGP). We claim that EGP variation across researchers adds uncertainty—nonstandard errors (NSEs). We study NSEs by letting 164 teams test the same hypotheses on the same data. NSEs turn out to be sizable, but smaller for more reproducible or higher rated research. Adding peer-review stages reduces NSEs. We further find that this type of uncertainty is underestimated by participants.
- Published
- 2024
8. Non-Standard Errors
- Author
-
Leerstoel Stigchel, Helmholtz Institute, Experimental Psychology (onderzoeksprogramma PF), Finance, UU LEG Research UUSE Multidisciplinary Economics, Sub General Pharmaceutics, Menkveld, Albert J., Abudy, Menachem (Meni), Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, Adrian, Tobias, He, Xue-Zhong 'Tony', Heath, Davidson, Hediger, Simon, Hendershott, Terrence J., Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Ait-Sahalia, Yacine, Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Akmansoy, Olivier, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, van Kervel, Vincent, Khan, Saad, Alcock, Jamie, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Alexeev, Vitali, Lajaunie, Quentin, Lam, Full Yet Eric Campbell, Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, (Michael) Hui, Aloosh, Arash, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver B., Liu, Jiacheng, Liu, Anqi, Llorente-Alvarez, Jesus-Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Amato, Livia, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah C, Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Amaya, Diego, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Nordén, Lars L., O'Neill, Peter, Angel, James J., Obaid, Khaled, Ødegaard, Bernt Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual Gascó, Roberto, Pasquariello, Paolo, Pastor, Lubos, Dreber, Anna, Bach, Amadeus, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Baidoo, Edwin, Press, Oliver-Alexander, Prodromou, Tina, Putnins, Talis J., Raizada, Gaurav, Rakowski, David A., Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Wang, Renjie, Bakalli, Gaetan, Renò, Roberto, Riddiough, Steven, Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Rösch, Dominik, Rognone, Lavinia, Roseman, Brian, Barbon, Andrea, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Bashchenko, Oksana, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Bindra, Parampreet Christopher, Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Bjonnes, Geir Hoidal, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Black, Jeffrey R., Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Black, Bernard S., Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Bohorquez, Santiago, Westerholm, P. Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Holzmeister, Felix, Bondarenko, Oleg, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Bos, Charles S., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Lu, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu, Bosch-Rosa, Ciril, Zoican, Marius, Zwinkels, Remco C.J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Bouri, Elie, Sönksen, Jantje, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Brownlees, Christian T., Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, Wu, Zhen-Xing, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Huber, Juergen, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William Ming Yan, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Johanneson, Magnus, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca, Declerck, Fany, Deev, Oleg, Degryse, Hans, Kirchler, Michael, Deku, Solomon, Desagre, Christophe, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Razen, Michael, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Weitzel, Utz, FERROUHI, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco A., Frijns, Bart, Frömmel, Michael, Abad, David, Fu, Servanna Mianjun, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, Van Dijk, Matthijs A., Leerstoel Stigchel, Helmholtz Institute, Experimental Psychology (onderzoeksprogramma PF), Finance, UU LEG Research UUSE Multidisciplinary Economics, Sub General Pharmaceutics, Menkveld, Albert J., Abudy, Menachem (Meni), Grammig, Joachim, Gregoire, Vincent, Hagströmer, Björn, Hambuckers, Julien, Hapnes, Erik, Harris, Jeffrey H., Harris, Lawrence, Hartmann, Simon, Hasse, Jean-Baptiste, Hautsch, Nikolaus, Adrian, Tobias, He, Xue-Zhong 'Tony', Heath, Davidson, Hediger, Simon, Hendershott, Terrence J., Hibbert, Ann Marie, Hjalmarsson, Erik, Hoelscher, Seth, Hoffmann, Peter, Holden, Craig W., Horenstein, Alex R., Ait-Sahalia, Yacine, Huang, Wenqian, Huang, Da, Hurlin, Christophe, Ivashchenko, Alexey, Iyer, Subramanian R., Jahanshahloo, Hossein, Jalkh, Naji, Jones, Charles M., Jurkatis, Simon, Jylha, Petri, Akmansoy, Olivier, Kaeck, Andreas, Kaiser, Gabriel, Karam, Arzé, Karmaziene, Egle, Kassner, Bernhard, Kaustia, Markku, Kazak, Ekaterina, Kearney, Fearghal, van Kervel, Vincent, Khan, Saad, Alcock, Jamie, Khomyn, Marta, Klein, Tony, Klein, Olga, Klos, Alexander, Koetter, Michael, Krahnen, Jan Pieter, Kolokolov, Aleksey, Korajczyk, Robert A., Kozhan, Roman, Kwan, Amy, Alexeev, Vitali, Lajaunie, Quentin, Lam, Full Yet Eric Campbell, Lambert, Marie, Langlois, Hugues, Lausen, Jens, Lauter, Tobias, Leippold, Markus, Levin, Vladimir, Li, Yijie, Li, (Michael) Hui, Aloosh, Arash, Liew, Chee Yoong, Lindner, Thomas, Linton, Oliver B., Liu, Jiacheng, Liu, Anqi, Llorente-Alvarez, Jesus-Guillermo, Lof, Matthijs, Lohr, Ariel, Longstaff, Francis A., Lopez-Lira, Alejandro, Amato, Livia, Mankad, Shawn, Mano, Nicola, Marchal, Alexis, Martineau, Charles, Mazzola, Francesco, Meloso, Debrah C, Mihet, Roxana, Mohan, Vijay, Moinas, Sophie, Moore, David, Amaya, Diego, Mu, Liangyi, Muravyev, Dmitriy, Murphy, Dermot, Neszveda, Gabor, Neumeier, Christian, Nielsson, Ulf, Nimalendran, Mahendrarajah, Nolte, Sven, Nordén, Lars L., O'Neill, Peter, Angel, James J., Obaid, Khaled, Ødegaard, Bernt Arne, Östberg, Per, Painter, Marcus, Palan, Stefan, Palit, Imon, Park, Andreas, Pascual Gascó, Roberto, Pasquariello, Paolo, Pastor, Lubos, Dreber, Anna, Bach, Amadeus, Patel, Vinay, Patton, Andrew J., Pearson, Neil D., Pelizzon, Loriana, Pelster, Matthias, Pérignon, Christophe, Pfiffer, Cameron, Philip, Richard, Plíhal, Tomáš, Prakash, Puneet, Baidoo, Edwin, Press, Oliver-Alexander, Prodromou, Tina, Putnins, Talis J., Raizada, Gaurav, Rakowski, David A., Ranaldo, Angelo, Regis, Luca, Reitz, Stefan, Renault, Thomas, Wang, Renjie, Bakalli, Gaetan, Renò, Roberto, Riddiough, Steven, Rinne, Kalle, Rintamäki, Paul, Riordan, Ryan, Rittmannsberger, Thomas, Rodríguez Longarela, Iñaki, Rösch, Dominik, Rognone, Lavinia, Roseman, Brian, Barbon, Andrea, Rosu, Ioanid, Roy, Saurabh, Rudolf, Nicolas, Rush, Stephen, Rzayev, Khaladdin, Rzeźnik, Aleksandra, Sanford, Anthony, Sankaran, Harikumar, Sarkar, Asani, Sarno, Lucio, Bashchenko, Oksana, Scaillet, Olivier, Scharnowski, Stefan, Schenk-Hoppé, Klaus Reiner, Schertler, Andrea, Schneider, Michael, Schroeder, Florian, Schürhoff, Norman, Schuster, Philipp, Schwarz, Marco A., Seasholes, Mark S., Bindra, Parampreet Christopher, Seeger, Norman, Shachar, Or, Shkilko, Andriy, Shui, Jessica, Sikic, Mario, Simion, Giorgia, Smales, Lee A., Söderlind, Paul, Sojli, Elvira, Sokolov, Konstantin, Bjonnes, Geir Hoidal, Spokeviciute, Laima, Stefanova, Denitsa, Subrahmanyam, Marti G., Neusüss, Sebastian, Szaszi, Barnabas, Talavera, Oleksandr, Tang, Yuehua, Taylor, Nicholas, Tham, Wing Wah, Theissen, Erik, Black, Jeffrey R., Thimme, Julian, Tonks, Ian, Tran, Hai, Trapin, Luca, Trolle, Anders B., Valente, Giorgio, Van Ness, Robert A., Vasquez, Aurelio, Verousis, Thanos, Verwijmeren, Patrick, Black, Bernard S., Vilhelmsson, Anders, Vilkov, Grigory, Vladimirov, Vladimir, Vogel, Sebastian, Voigt, Stefan, Wagner, Wolf, Walther, Thomas, Weiss, Patrick, van der Wel, Michel, Werner, Ingrid M., Bohorquez, Santiago, Westerholm, P. Joakim, Westheide, Christian, Wipplinger, Evert, Wolf, Michael, Wolff, Christian C. P., Wolk, Leonard, Wong, Wing-Keung, Wrampelmeyer, Jan, Xia, Shuo, Xiu, Dacheng, Holzmeister, Felix, Bondarenko, Oleg, Xu, Ke, Xu, Caihong, Yadav, Pradeep K., Yagüe, José, Yan, Cheng, Yang, Antti, Yoo, Woongsun, Yu, Wenjia, Yu, Shihao, Yueshen, Bart Zhou, Bos, Charles S., Yuferova, Darya, Zamojski, Marcin, Zareei, Abalfazl, Zeisberger, Stefan, Zhang, Lu, Zhang, Xiaoyu, Zhong, Zhuo, Zhou, Z. Ivy, Zhou, Chen, Zhu, Xingyu, Bosch-Rosa, Ciril, Zoican, Marius, Zwinkels, Remco C.J., Chen, Jian, Duevski, Teodor, Gao, Ge, Gemayel, Roland, Gilder, Dudley, Kuhle, Paul, Pagnotta, Emiliano, Pelli, Michele, Bouri, Elie, Sönksen, Jantje, Ilczuk, Konrad, Bogoev, Dimitar, Qian, Ya, Wika, Hans C., Yu, Yihe, Zhao, Lu, Mi, Michael, Bao, Li, Brownlees, Christian T., Vaduva, Andreea, Prokopczuk, Marcel, Avetikian, Alejandro, Wu, Zhen-Xing, Calamia, Anna, Cao, Viet Nga, Capelle-Blancard, Gunther, Capera, Laura, Caporin, Massimiliano, Huber, Juergen, Carrion, Allen, Caskurlu, Tolga, Chakrabarty, Bidisha, Chernov, Mikhail, Cheung, William Ming Yan, Chincarini, Ludwig B., Chordia, Tarun, Chow, Sheung Chi, Clapham, Benjamin, Colliard, Jean-Edouard, Johanneson, Magnus, Comerton-Forde, Carole, Curran, Edward, Dao, Thong, Dare, Wale, Davies, Ryan J., De Blasis, Riccardo, De Nard, Gianluca, Declerck, Fany, Deev, Oleg, Degryse, Hans, Kirchler, Michael, Deku, Solomon, Desagre, Christophe, Dim, Chukwuma, Dimpfl, Thomas, Dong, Yun Jiang, Drummond, Philip, Dudda, Tom, Dumitrescu, Ariadna, Dyakov, Teodor, Razen, Michael, Dyhrberg, Anne Haubo, Dzieliński, Michał, Eksi, Asli, El Kalak, Izidin, ter Ellen, Saskia, Eugster, Nicolas, Evans, Martin D.D., Farrell, Michael, Félez-Viñas, Ester, Ferrara, Gerardo, Weitzel, Utz, FERROUHI, El Mehdi, Flori, Andrea, Fluharty-Jaidee, Jonathan, Foley, Sean, Fong, Kingsley Y. L., Foucault, Thierry, Franus, Tatiana, Franzoni, Francesco A., Frijns, Bart, Frömmel, Michael, Abad, David, Fu, Servanna Mianjun, Füllbrunn, Sascha, Gan, Baoqing, Gehrig, Thomas, Gerritsen, Dirk, Gil-Bazo, Javier, Glosten, Lawrence R., Gomez, Thomas, Gorbenko, Arseny, Güçbilmez, Ufuk, and Van Dijk, Matthijs A.
- Published
- 2024
9. Algorithmic trading and mini flash crashes: Evidence from Austria
- Author
-
Mestel, Roland, Steffen, Viktoria, and Theissen, Erik
- Published
- 2024
- Full Text
- View/download PDF
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